Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 5.36% | 17.99 % | 18.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,213 CHF | 28,713 CHF | 100.00% | 100.00% |
19/11/2024 | 5.45% | 17.94 % | 18.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 26,781 CHF | 28,281 CHF | 89.38% | 89.38% |
18/11/2024 | 5.40% | 18.07 % | 19.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,009 CHF | 28,509 CHF | 99.68% | 99.68% |
15/11/2024 | 5.42% | 17.93 % | 18.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 26,930 CHF | 28,430 CHF | 100.00% | 100.00% |
14/11/2024 | 5.40% | 18.11 % | 19.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,025 CHF | 28,525 CHF | 100.00% | 100.00% |
13/11/2024 | 5.42% | 17.93 % | 18.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 26,912 CHF | 28,412 CHF | 100.00% | 100.00% |
12/11/2024 | 5.35% | 18.04 % | 19.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,291 CHF | 28,791 CHF | 98.75% | 98.75% |
11/11/2024 | 5.33% | 18.36 % | 19.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,408 CHF | 28,908 CHF | 100.00% | 100.00% |
08/11/2024 | 5.38% | 18.07 % | 19.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,152 CHF | 28,652 CHF | 99.84% | 99.84% |
07/11/2024 | 5.27% | 18.44 % | 19.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 27,728 CHF | 29,228 CHF | 100.00% | 100.00% |